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分解与局部搜索的混合算法在多目标优化中的应用。

Hybridization of decomposition and local search for multiobjective optimization.

出版信息

IEEE Trans Cybern. 2014 Oct;44(10):1808-20. doi: 10.1109/TCYB.2013.2295886.

Abstract

Combining ideas from evolutionary algorithms, decomposition approaches, and Pareto local search, this paper suggests a simple yet efficient memetic algorithm for combinatorial multiobjective optimization problems: memetic algorithm based on decomposition (MOMAD). It decomposes a combinatorial multiobjective problem into a number of single objective optimization problems using an aggregation method. MOMAD evolves three populations: 1) population P(L) for recording the current solution to each subproblem; 2) population P(P) for storing starting solutions for Pareto local search; and 3) an external population P(E) for maintaining all the nondominated solutions found so far during the search. A problem-specific single objective heuristic can be applied to these subproblems to initialize the three populations. At each generation, a Pareto local search method is first applied to search a neighborhood of each solution in P(P) to update P(L) and P(E). Then a single objective local search is applied to each perturbed solution in P(L) for improving P(L) and P(E), and reinitializing P(P). The procedure is repeated until a stopping condition is met. MOMAD provides a generic hybrid multiobjective algorithmic framework in which problem specific knowledge, well developed single objective local search and heuristics and Pareto local search methods can be hybridized. It is a population based iterative method and thus an anytime algorithm. Extensive experiments have been conducted in this paper to study MOMAD and compare it with some other state-of-the-art algorithms on the multiobjective traveling salesman problem and the multiobjective knapsack problem. The experimental results show that our proposed algorithm outperforms or performs similarly to the best so far heuristics on these two problems.

摘要

本文结合进化算法、分解方法和 Pareto 局部搜索的思想,提出了一种简单而有效的组合多目标优化问题的协同进化算法:基于分解的协同进化算法(MOMAD)。它使用聚合方法将组合多目标问题分解为多个单目标优化问题。MOMAD 进化三个种群:1)种群 P(L),用于记录每个子问题的当前解;2)种群 P(P),用于存储 Pareto 局部搜索的起始解;3)外部种群 P(E),用于维护搜索过程中迄今为止找到的所有非支配解。特定于问题的单目标启发式算法可以应用于这些子问题,以初始化这三个种群。在每一代中,首先应用 Pareto 局部搜索方法搜索 P(P)中的每个解的邻域,以更新 P(L)和 P(E)。然后,对 P(L)中的每个扰动解应用单目标局部搜索,以改进 P(L)和 P(E),并重新初始化 P(P)。该过程重复,直到满足停止条件。MOMAD 提供了一种通用的混合多目标算法框架,其中可以混合特定于问题的知识、成熟的单目标局部搜索和启发式算法以及 Pareto 局部搜索方法。它是一种基于种群的迭代方法,因此是一种随时可用的算法。本文进行了广泛的实验,以研究 MOMAD,并将其与多目标旅行商问题和多目标背包问题上的一些其他最先进的算法进行比较。实验结果表明,在这两个问题上,我们提出的算法优于或与迄今为止最好的启发式算法性能相当。

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